+224.3%
AU vs PSKY
-45.6%
+269.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.5% |
| 7D | +0.6% | -6.8% | +7.5% | +1.7% |
| 30D | +12.3% | +10.2% | +2.1% | +10.6% |
| 3M | +29.4% | +0.3% | +29.1% | +29.1% |
| 6M | +3.2% | -7.8% | +11.0% | +4.0% |
| YTD | +31.8% | -23.0% | +54.8% | +35.8% |
| 1Y | +83.4% | -31.6% | +115.1% | +91.0% |
| 3Y | +623.1% | -21.3% | +644.4% | +603.7% |
| 5Y | +700.5% | -71.5% | +772.0% | +778.7% |
| 10Y | +717.6% | -75.6% | +793.2% | +710.3% |
| All | +224.3% | -45.6% | +269.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling